It just means that the drivers for the sound card in your computer did not get installed. If you have a built-in sound card, the drivers for it will be in the motherboard disc that came along with your computer when you bought it. If it is an add-on sound card, it would come with it's own drivers too.
If you do not have these discs, visit the manufacturers website (eg. HP, Dell etc.) and type in the model number of your computer and you will be be able to find the correct driver for your sound card and install it. If you need any more help with this, feel free to let me know. Good Luck!